+44.7%
XLB vs JBHT
+34.7%
+10.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | +6.9% | -1.1% | +8.0% | +7.1% |
| 3M | -0.2% | -14.8% | +14.6% | +2.8% |
| 6M | +3.3% | -7.4% | +10.7% | +3.8% |
| YTD | +18.0% | +17.3% | +0.7% | +11.5% |
| 1Y | +24.2% | +35.3% | -11.1% | +13.3% |
| 3Y | +44.7% | +33.9% | +10.8% | +25.5% |
| All | +44.7% | +34.7% | +10.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling